SNES sound not emulated in SGB games. The one in particular that I happen to like uses the SNES capabilities extensively for music.
Which requires a complete SNES emulator. Or at least full emulation of the SPC-700, and high level emulation of the Super Gameboy and its 5A22 based firmware code, which handles those sound commands and ferries them off to the SPC-700.
Or you could play the games in Higan's Super Gameboy mode.
Please know in advance that you won't be able to use CGB/SGB mixed mode in any way. The way VBA(-M) determines the SGB border and then continues in CGB mode is by running the game in SGB mode until a border is uploaded, then rebooting the game in CGB mode, which no longer communicates with SGB commands.
So you will be limited to the color capabilities of the Super Gameboy, except in the case of Space Invaders, which contains a complete SNES game inside that little Gameboy cartridge.